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Information
| Code | IEM702 |
| Name | Econometrics II |
| Term | 2022-2023 Academic Year |
| Semester | . Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Yüksek Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. SEDA ŞENGÜL |
Course Goal / Objective
The aim of this course is to teach advanced methods of econometrics to students who received BA Degree in Econometrics, Mathematics and Statistics.
Course Content
Multiple linear regression model, least squares estimation, finite sample properties of OLS estimators, asymptotic properties. Functional and structural changes in the format, binary variables, and modeling of structural break test model stability test. Non-linear regression models, generalized regression model, the problem of heteroscedasticity, multiple correlation, panel data models, regression equations of my site, simultaneous equations model, maximum likelihood estimation, models with lagged variables, time series models.
Course Precondition
No prerequisites are required.
Resources
D. Gujarati "Introduction to Econometrics"
Notes
lectures
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Improves his/her level of knowledge in econometrics |
| LO02 | Interprets by econometric the economics problems. |
| LO03 | Learns advanced econometric subjects. |
| LO04 | Establishes econometrics model. |
| LO05 | analyzes and interprets the econometric model. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explains contemporary concepts about Econometrics, Statistics, and Operation Research | 4 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Explains relationships between acquired knowledge about Econometrics, Statistics, and Operation Research | 3 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Explains how to apply acquired knowledge in the field to Economics, Business, and other social sciences | 2 |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Performs conceptual analysis to develop solutions to problems | 5 |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Models problems with Mathematics, Statistics, and Econometrics | 3 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Interprets the results obtained from the most appropriate method to predict the model | 4 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Synthesizes the information obtained by using different sources within the framework of academic rules in a field that does not research | 2 |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution | 3 |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Searches for new approaches and methods to solve problems being faced | 4 |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | Presents analysis results conveniently | 2 |
| PLO11 | Beceriler - Bilişsel, Uygulamalı | Collects/analyzes data in a purposeful way | 5 |
| PLO12 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Converts its findings into a master's thesis or a professional report in Turkish or a foreign language | 3 |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Develops solutions for organizations using Econometrics, Statistics, and Operation Research | 2 |
| PLO14 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Performs an individual work to solve a problem with Econometrics, Statistics, and Operation Research | 1 |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads by taking responsibility individually and/or within the team | 2 |
| PLO16 | Yetkinlikler - Öğrenme Yetkinliği | Being aware of the necessity of lifelong learning, it constantly renews itself by following the current developments in the field of study | |
| PLO17 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses a package program of Econometrics, Statistics, and Operation Research or writes a new code | |
| PLO18 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Interprets the feelings, thoughts and behaviors of the related persons correctly/expresses himself/herself correctly in written and verbal form | |
| PLO19 | Yetkinlikler - Alana Özgü Yetkinlik | Interprets data on economic and social events by following current issues | |
| PLO20 | Yetkinlikler - Alana Özgü Yetkinlik | Applies social, scientific and professional ethical values |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Repeating Multiple Linear Regression Model and Linear Hypothesis Testing | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 2 | Deviations from the classical linear regression model: Multicollinearity | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 3 | Deviations from the classical linear regression model: autocorrelation | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 4 | Deviations from the classical linear regression model: heterocedasticity | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 5 | Deviations from the classical linear regression model: Revision | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 6 | Structural change and chow test | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 7 | Paper work | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 8 | Mid-Term Exam | Ölçme Yöntemleri: Yazılı Sınav |
|
| 9 | Structural change and Dummy variables | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 10 | Multi-Equation Econometric Models: Structural Model and Reduced-Form | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 11 | Multiple Equation Econometric Models: Investigation of identifiability of structural model | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 12 | Multiple Equation Econometric Models:Investigation of identifiability of reduced-form | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 13 | Multiple Equation Econometric Models:Investigation of identifiability of reduced-form (II) | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 14 | Paper work (I) | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 15 | Writing article (II) | Reading relavant parts in source books according to weekly program | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 16 | Term Exams | Ölçme Yöntemleri: Yazılı Sınav |
|
| 17 | Term Exams | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 3 | 42 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 5 | 70 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 15 | 15 |
| Final Exam | 1 | 30 | 30 |
| Total Workload (Hour) | 157 | ||
| Total Workload / 25 (h) | 6,28 | ||
| ECTS | 6 ECTS | ||